+2,627.3%
CIEN vs XYL
+449.8%
+2,177.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +2.2% |
| 7D | -15.2% | -5.0% | -10.1% | -12.8% |
| 30D | -21.5% | -13.2% | -8.3% | -15.3% |
| 3M | -40.1% | -3.7% | -36.4% | -39.7% |
| 6M | -6.6% | -17.7% | +11.1% | +3.1% |
| YTD | +37.3% | -21.5% | +58.8% | +53.9% |
| 1Y | +174.5% | -24.5% | +199.0% | +215.5% |
| 3Y | +562.3% | +6.9% | +555.3% | +526.1% |
| 5Y | +463.9% | -18.1% | +482.0% | +499.0% |
| 10Y | +1,302.4% | +134.7% | +1,167.6% | +693.6% |
| All | +2,627.3% | +449.8% | +2,177.5% | +858.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling